A brain information-aided intelligent investment system

Tetsuya Shimokawa*, Kanta Kinoshita, Kazuhiro Miyagawa, Tadanobu Misawa

*この論文の責任著者

研究成果: ジャーナルへの寄稿学術論文査読

6 被引用数 (Scopus)

抄録

Recent advancements in neuroeconomics have revealed that specific sites of brain activity provide beneficial information regarding future risks and expected rewards. Given such advances in neuroscience, this paper studies the use of brain information in the financial system. This study explores the extent to which investment performance can be improved by using brain information in investment decision making. To examine this question, we developed a self-managed investment system that selectively employs useful brain information obtained from multiple individuals. The findings show the validity of brain information. Our system accomplishes superior performances of the investments based on a typical portfolio selection model and financial time-series models. The results of this study indicate the possibility of applying brain information to the field of finance.

本文言語英語
ページ(範囲)336-344
ページ数9
ジャーナルDecision Support Systems
54
1
DOI
出版ステータス出版済み - 2012/12

ASJC Scopus 主題領域

  • 管理情報システム
  • 情報システム
  • 発達心理学および教育心理学
  • 人文科学(その他)
  • 情報システムおよび情報管理

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